+195.0%
ITW vs ALB
+32.4%
+162.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | +2.3% | -5.8% | +8.1% | +3.5% |
| 30D | +6.7% | -4.5% | +11.2% | +7.5% |
| 3M | -0.5% | -28.1% | +27.5% | +5.8% |
| 6M | +16.4% | -53.2% | +69.6% | +34.5% |
| YTD | +19.0% | -33.3% | +52.3% | +24.9% |
| 1Y | +20.2% | -17.4% | +37.6% | +20.0% |
| 3Y | +33.1% | -14.1% | +47.2% | +20.5% |
| 5Y | +35.7% | -64.0% | +99.7% | +48.0% |
| All | +195.0% | +32.4% | +162.6% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling